[R] pmvnorm?

Prof Brian D Ripley ripley at stats.ox.ac.uk
Sat Mar 2 15:44:31 CET 2002

On Sun, 3 Mar 2002, John Field wrote:

> Dear all,
> The MASS library provides a mvrnorm function to generate random numbers
> from a multivariate normal distribution, similar to S-Plus's rmvnorm, but
> is there an R-equivalent to pmvnorm, which generates probabilities from a
> multivariate normal?

package mvtnorm.

It does actually cover the multivariate normal: S-PLUS's is bivariate
(or independent) only.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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